-98.3%
NVD vs DRI
+68.2%
-166.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +28.6% | +1.1% | +27.6% | +28.7% |
| 30D | +73.6% | +9.7% | +63.9% | +74.8% |
| 3M | +70.1% | +3.2% | +66.9% | +69.8% |
| 6M | +53.6% | +20.6% | +33.0% | +57.5% |
| YTD | -7.0% | +28.3% | -35.2% | -2.7% |
| 1Y | -9.0% | +34.5% | -43.5% | -3.6% |
| 3Y | -98.3% | +66.5% | -164.9% | -98.3% |
| All | -98.3% | +68.2% | -166.6% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling